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Detecting Rare and Weak Spikes in Large Covariance Matrices

4 September 2016

Papers citing "Detecting Rare and Weak Spikes in Large Covariance Matrices"

3 / 3 papers shown

Title
Spiked separable covariance matrices and principal components Xiucai Ding Fan Yang 108 58 0 29 May 2019
Optimality and Sub-optimality of PCA I: Spiked Random Matrix Models Amelia Perry Alexander S. Wein Afonso S. Bandeira Ankur Moitra 112 111 0 02 Jul 2018
Optimality and Sub-optimality of PCA for Spiked Random Matrices and Synchronization Amelia Perry Alexander S. Wein Afonso S. Bandeira Ankur Moitra 145 59 0 19 Sep 2016